The Toffees have endured another disappointing campaign this year.
The Blues are set to play in the semi finals of the competition after beating Chelsea 2-0 courtesy of goals from Romelu Lukaku.
They will take on either West Ham United or Manchester United, with those two sides playing a quarterfinal replay at Upton Park on April 13th.
It is not the easiest semi final clash for the Blues and McCarthy does admit that it will be tough, but they have to win it, and start to move up the table as well.
"I think each and every one of us in the squad want to win something," the 25-year-old told Goal.
"It's still a long way off, but we're in the semi-finals and we're looking forward to it. Hopefully we can win the cup. It's in our hands now.”
“Obviously Man United or West Ham is going to be tough, and then the other semi-final. We need to kick up the league and hopefully win the cup."
The FA Cup should certainly be Everton’s main focus after another disappointing Premier League campaign.
They currently sit 12th in the table, with 38 points to their name, a position far below what a squad of their quality is capable of.
Indeed, it seems star players such as Romelu Lukaku could be set to exit as a result of their poor displays, with him already being linked to a number of clubs.
Success in the FA Cup could change that though, or at the least, convince the Belgian to commit one more year to Goodison Park.